i can only think of 3 worthy mods for the clip,
1) secundary battery using the battery solder points
2) Full size SD slot using the solder points for the microSD slot (or that nice MicroSD to SD convertor from Dealextreme
3) tapping in to the circuit between the preamp and the amp to produce a line out, which could be interesting but difficult considering the cheapness factor of the clip,
since you want to do a the battery, its a simple solder job, you can clip the cable in the middle to avoid soldering to the board itself, check photo number 9, as for sourcing the battery, it can probobly be ordered OEM, the question is, is it cheaper then getting the lowest clip available on the market and raiding it for parts, as for fitting a bigger battery, well theres an issue here, if you examine the clip casing, its composed of 2 pieces (well, 3 considering the main control D pad), all the holes and connectors are in the back piece which also holds the electronics and the battery, so adding space with a spacer bracket between both pieces isnt an option, giving us 2 options, the ugly and the nasty,
the ugly would be to remove the clip and use a dremel to turn the back piece of the casing making the back casing a spacing bracket, you fit a bigger battery and then use a custom molded piece to cover the extra battery,
the nasty would be to drill an extra hole from which to extract the battery cables, i susbect black being mass, red being current and blue being the probe (the battery indicator isnt based on voodoo) and have a secundary casing holding the battery, that way you can just grab any generic cellphone bettery with silimar contacts, solder it on, and even the most misrable cellphone battery will easly double your clips battery life, but dont go overboard, my nokia E71 has a 1500mA 3.7v battery which is voltage compatible and could keep the clip running for 60+ hours, but its size makes it a bit problematic to use with a clip,